[R] Multivariate Normal: Help wanted!

[Dennis Murphy]

Hi:

It's polite to mention from which package you extract certain
functions. For example, the function dmvnorm() exists in at least the
following packages (following a search from the sos package):
mixtools, emdbook, klaR and mvtnorm, not to mention related functions
in three other packages. Since I can't discern which package your
dmvnorm() comes from, I am loath to test your code.

However, if the objective is to apply the MV.MSE function to all
elements of the list EP, then try (untested)

EPres <- lapply(EP, function(x) MV.MSE(10, x, c(.25, .25), diag(c(1, 2))))

HTH,
Dennis

On Tue, Aug 30, 2011 at 3:01 PM, meddee <meddee1000 at gmail.com> wrote:
> I have the following function, a MSE calc based on some Multivariate normals:
>
> MV.MSE<-function(n,EP,X,S){
>           (dmvnorm(X,mean=rep(0,2),I+S+EP)-dmvnorm(X,mean=rep(0,2),I+S))^2
> +
>           1/n*(dmvnorm(X,mean=rep(0,2),1+S+EP/2)*det(4*pi*EP)^-.5-
>           (dmvnorm(X,mean=rep(0,2),I+S+EP ))^2)}
>
> I can get the  MV.MSE for given values of the function e.g
>         MV.MSE(10,diag(0.5,2),c(.25,.25),diag(1,2))
>
> But I would like to how MV.MSE varies for different EP matrices. I tried
> this,
>         ep<-seq(0,10,by=.01)
>         EP <- lapply(ep, function(d) diag(d, 2)) # thanks Joshua, Mark!
>         MV.MSE(10,EP,c(.25,.25),diag(1,2))
>
> but got this error: *Error in diag(1, 2) + S + EP : non-numeric argument to
> binary operator*
>
> Any help would be most welcome!
>
> Meddee
>
>
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